+99.0%
IVZ vs BIYA
-99.9%
+198.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.2% |
| 7D | +2.2% | -4.1% | +6.2% | +2.2% |
| 30D | -2.2% | -35.5% | +33.4% | -1.9% |
| 3M | -8.4% | -56.3% | +47.9% | -8.0% |
| 6M | +6.2% | -88.7% | +94.8% | +5.9% |
| YTD | +12.4% | -97.0% | +109.3% | +14.3% |
| 1Y | +26.0% | -98.7% | +124.7% | +32.1% |
| All | +99.0% | -99.9% | +198.9% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIYA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling